In both Warhammer Fantasy Battles and Warhammer 40,000, The Changeling is one of Tzeentch's servants and is a total dick. He's a special type of Horror that has the ability to disguise itself as anything, and uses that ability to wreak all manner of mischief. However, because it has shifted forms so many times, it has forgotten its original form. Only Tzeentch knows what the Changeling originally looks like, and commonly uses this as a bargaining tool to bind its loyalty to him, not to mention that Tzeentch himself is the only being the Changeling can't mimic the appearance of. It occasionally retains enough memory of it's appearance to show it's true face, although due to Tzeeentch's dickery, any being looking upon it will immediately forget it afterwards. Ahriman is one of the few living beings to have seen it and survived, although it's true appearance was enough to shock even a sorcerer.
One of the most famous hijinks involving the Changeling happened when it impersonated the Governor of the Hive World Raxos and threw it into total civil war, eventually conjuring a warp portal and having its other daemon buddies join in the fun. As usual, the Grey Knights were called in to contain the situation, which resulted in the total pacification of daemons in the uprising. However, the Grey Knights could not account for the Daemon that started the war and assumed that it escaped in one of the evacuation shuttles that were taking refugees off-planet. So in typical Inquisitorial fashion, the Grey Knights shot down all of the fleeing shuttles, killing thousands of civilians in an effort to kill off this single daemon that MIGHT have boarded one of the shuttles. Overall, whether the Changeling was there or not, Tzeentch was most likely pleased by the amount of "Just as Planned" it did to bloody an entire planet.
Another one of its famous pranks was when a renegade governor's fortress was under siege by the the Dark Angels, he summoned up a Keeper of Secrets for help by sacrificing his daughters in a ritual. You can probably see where this is going. When the governor asked for something "to end the siege", the "Keeper of Secrets" only gave him a mysterious device and fucked off (likely taking and consuming the sacrifices' souls). When he activated it: Surprise! The Deathwing popped in and gunned him down; it was really a homing beacon stolen off of a wrecked Ravenwing bike. The lesson is that you have to be really specific when you make a bargain with daemons, and that Tzeentch isn't above helping out the Imperium to troll his Chaos BFF Slaanesh.
The Changeling's dickery isn't limited to mortals either. In the new Daemons codex, he cut Slannesh's hair off and whoopy cushioned Khorne with Nurglings. Seriously! It also attempted to thwart Ahriman's plans of undoing the Rubric by impersonating huge numbers of people, coming dangerously close to succeeding before Tzeentch changed his mind because another hapless minion had done it for him. And in the new Curse of the Wulfen campaign book, it impersonated Sammael of the Dark Angels in order to trick the Dark Angels into bombing the Space Wolves' home world of Fenris (if this reminds you vaguely of Prospero, it should- that's exactly what Magnus the Red had in mind). Not only that, it released numerous Fallen from the Rock, setting their hunt back by several decades and only being prevented from freeing Luther by the intervention of the Watchers in the Dark.
In Fantasy, he isn't any less of a dick despite having considerably less fluff. In the Archaon books, he is one of the only ones with the balls to fuck with the Lord of The End Times himself. Archaon, in his pursuit for the artefacts of chaos is busy trawling around the southern wastes (even more savage and chaosish than the Northern ones) to track down Be'lakor. After finally reaching his obsidian fortress which is a total troll itself, Archaon climbs in to confront his father in shadow. Upon finding him and having a small 'duel' it turns out it was this blue dick the whole time. Archaon slaps him about for this shit though, but he still probably had a good time anyway.
In the End Times he attempts to fuck up the Empire even more than it already was. At the Auric Bastion, Balthasar Gelt is basically struggling to keep his shit together, seeing as he's turned to necromancy, albeit thanks the the persuasive skills of a resurrected Vlad von Carstein, and no one knows. But there's a demon running about killing all the priests who are ensuring that the wall of faith is standing against the Chaos forces. He and Ar-Ulric begin to investigate the occurrences and deduce a demonic shapeshifter is the culprit, especially when Ar-Ulric tells Balthazar it attacked him and he barely fended it off. They followed the trail until the Emperor himself appears, demanding an audience. Well, Gelt basically shits himself and is then told in no uncertain terms that Karl Franz demands no refusal. Thinking this a plot to assassinate the Emperor and that Valten could be the demon in disguise, Gelt rushes to it, trying to assuade the Emperor, who is having none of it as he goes to give Valten Ghal Maraz. Gelt freaks out, unleashes his new necromantic power and is cast out. All the while Valten, whom Gelt assumed as The Changeling, turned around and tackled Ar-Ulric as the latter rushed towards Karl Franz, revealing the real Changeling. The Changeling and Valten fight, with the Changeling briefly impersonating Valten so no one can tell them apart until Karl Franz's griffon Deathclaw sniffs out the real Changeling and swatted it aside long enough for Valten to regain Ghal-Maraz and finish it off.